JSM 2005 - Toronto

Abstract #302525

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 468
Type: Invited
Date/Time: Thursday, August 11, 2005 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract - #302525
Title: Inference of Trends in Time Series
Author(s): Wei B. Wu*+
Companies: The University of Chicago
Address: 5734 S. University Ave, Chicago, IL, 60637, USA
Keywords: Confidence band ; Strong approximation ; Hypothesis testing ; Isotonic regression
Abstract:

In this talk, we will discuss the construction of simultaneous confidence bands for mean trends in time series models. The results in Eubank and Speckman (1993) are generalized to dependent errors. Such simultaneous confidence bands may suggest parametric forms of trends. Our results will be applied to test hypotheses, such as whether temperatures grow linearly, quadratically, or monotonically.

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Revised March 2005